+137.2%
FTNT vs PCG
-21.6%
+158.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.8% |
| 7D | -12.7% | -1.6% | -11.1% | -12.6% |
| 30D | -37.2% | +1.4% | -38.6% | -37.3% |
| 3M | -25.8% | -23.4% | -2.4% | -24.1% |
| 6M | +32.1% | -19.4% | +51.5% | +33.5% |
| YTD | +49.7% | -18.5% | +68.1% | +49.8% |
| 1Y | +47.6% | -19.5% | +67.1% | +48.1% |
| 3Y | +137.2% | -21.0% | +158.2% | +138.9% |
| All | +137.2% | -21.6% | +158.8% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling